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This paper presents a model based on multilayer feedforward neural network to forecast crude oil spot price direction in the short-term, up to three days ahead. A great deal of attention was paid on finding the optimal ANN model structure.…

Neural and Evolutionary Computing · Computer Science 2009-06-29 Siddhivinayak Kulkarni , Imad Haidar

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Machine Learning · Computer Science 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

Global leaders and policymakers are unified in their unequivocal commitment to decarbonization efforts in support of Net-Zero agreements. District Heating Systems (DHS), while contributing to carbon emissions due to the continued reliance…

Machine Learning · Computer Science 2025-02-13 Adithya Ramachandran , Thorkil Flensmark B. Neergaard , Andreas Maier , Siming Bayer

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to…

Predicting the outcomes of professional basketball games, particularly in the National Basketball Association (NBA), has become increasingly important for coaching strategy, fan engagement, and sports betting. However, many existing…

Machine Learning · Computer Science 2025-12-10 Charles Rios , Longzhen Han , Almas Baimagambetov , Nikolaos Polatidis

We predict asset returns and measure risk premia using a prominent technique from artificial intelligence -- deep sequence modeling. Because asset returns often exhibit sequential dependence that may not be effectively captured by…

Machine Learning · Computer Science 2021-08-23 Lin William Cong , Ke Tang , Jingyuan Wang , Yang Zhang

In this paper, a method of prediction on continuous time series variables from the production or flow -- an LSTM algorithm based on multivariate tuning -- is proposed. The algorithm improves the traditional LSTM algorithm and converts the…

Machine Learning · Computer Science 2024-03-19 Hongzhi Wang , Yang Song , Shihan Tang

Modeling brain dynamics to better understand and control complex behaviors underlying various cognitive brain functions are of interests to engineers, mathematicians, and physicists from the last several decades. With a motivation of…

Neurons and Cognition · Quantitative Biology 2019-08-21 Benjamin Plaster , Gautam Kumar

Electricity is a volatile power source that requires great planning and resource management for both short and long term. More specifically, in the short-term, accurate instant energy consumption forecasting contributes greatly to improve…

Artificial Intelligence · Computer Science 2022-07-05 Nuno Oliveira , Norberto Sousa , Isabel Praça

It is crucial today that economies harness renewable energies and integrate them into the existing grid. Conventionally, energy has been generated based on forecasts of peak and low demands. Renewable energy can neither be produced on…

Signal Processing · Electrical Eng. & Systems 2019-10-02 Alexey Györi , Mathis Niederau , Violett Zeller , Volker Stich

Time series data is a prevalent form of data found in various fields. It consists of a series of measurements taken over time. Forecasting is a crucial application of time series models, where future values are predicted based on historical…

Machine Learning · Computer Science 2025-09-23 Sahar Koohfar , Wubeshet Woldemariam

Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market…

Computational Finance · Quantitative Finance 2019-11-07 Junming Yang , Yaoqi Li , Xuanyu Chen , Jiahang Cao , Kangkang Jiang

The application of deep learning models for stock price forecasting in emerging markets remains underexplored despite their potential to capture complex temporal dependencies. This study develops and evaluates a Long Short-Term Memory…

Trading and Market Microstructure · Quantitative Finance 2025-09-19 Ahad Yaqoob , Syed M. Abdullah

The automotive industry is under growing pressure to reduce its environmental impact, requiring accurate predictive modeling to support sustainable engineering design. This study examines the factors that determine vehicle fuel consumption…

Machine Learning · Computer Science 2026-03-24 Ali Akram

Integration of renewable energy sources and emerging loads like electric vehicles to smart grids brings more uncertainty to the distribution system management. Demand Side Management (DSM) is one of the approaches to reduce the uncertainty.…

Machine Learning · Computer Science 2021-09-28 Elahe Khoshbakhti Vaygan , Roozbeh Rajabi , Abouzar Estebsari

The need to recognise long-term dependencies in sequential data such as video streams has made Long Short-Term Memory (LSTM) networks a prominent Artificial Intelligence model for many emerging applications. However, the high computational…

Signal Processing · Electrical Eng. & Systems 2019-10-31 Alexandros Kouris , Stylianos I. Venieris , Michail Rizakis , Christos-Savvas Bouganis

Iran, endowed with abundant hydrocarbon resources, plays a crucial role in the global energy landscape. Gasoline, as a critical fuel, significantly supports the nation's transportation sector. Accurate forecasting of gasoline consumption is…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Mahmoud Ranjbar , Mohammad Rahimzadeh

Accurate crude oil price prediction is crucial for financial decision-making. We propose a novel reservoir computing model for forecasting crude oil prices. It outperforms popular deep learning methods in most scenarios, as demonstrated…

Machine Learning · Computer Science 2023-06-06 Kaushal Kumar

Forecasting production reliably and anticipating changes in the behavior of rock-fluid systems are the main challenges in petroleum reservoir engineering. This project proposes to deal with this problem through a data-driven approach and…

Machine Learning · Computer Science 2025-08-27 Mateus A. Fernandes , Michael M. Furlanetti , Eduardo Gildin , Marcio A. Sampaio

A reliable forecast of inflows to the reservoir is a key factor in the optimal operation of reservoirs. Real-time operation of the reservoir based on forecasts of inflows can lead to substantial economic gains. However, the forecast of…

Machine Learning · Computer Science 2021-09-10 Asha Devi Singh , Anurag Singh